CME Australian Dollar Future September 2020


Trading Metrics calculated at close of trading on 28-Apr-2020
Day Change Summary
Previous Current
27-Apr-2020 28-Apr-2020 Change Change % Previous Week
Open 0.6400 0.6448 0.0048 0.8% 0.6362
High 0.6471 0.6514 0.0043 0.7% 0.6402
Low 0.6398 0.6437 0.0039 0.6% 0.6255
Close 0.6466 0.6501 0.0035 0.5% 0.6382
Range 0.0073 0.0077 0.0004 5.5% 0.0147
ATR 0.0109 0.0106 -0.0002 -2.1% 0.0000
Volume 52 61 9 17.3% 235
Daily Pivots for day following 28-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6715 0.6685 0.6543
R3 0.6638 0.6608 0.6522
R2 0.6561 0.6561 0.6515
R1 0.6531 0.6531 0.6508 0.6546
PP 0.6484 0.6484 0.6484 0.6492
S1 0.6454 0.6454 0.6494 0.6469
S2 0.6407 0.6407 0.6487
S3 0.6330 0.6377 0.6480
S4 0.6253 0.6300 0.6459
Weekly Pivots for week ending 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.6787 0.6732 0.6463
R3 0.6640 0.6585 0.6422
R2 0.6493 0.6493 0.6409
R1 0.6438 0.6438 0.6395 0.6466
PP 0.6346 0.6346 0.6346 0.6360
S1 0.6291 0.6291 0.6369 0.6319
S2 0.6199 0.6199 0.6355
S3 0.6052 0.6144 0.6342
S4 0.5905 0.5997 0.6301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6514 0.6279 0.0235 3.6% 0.0080 1.2% 94% True False 39
10 0.6514 0.6255 0.0259 4.0% 0.0084 1.3% 95% True False 80
20 0.6514 0.5985 0.0529 8.1% 0.0096 1.5% 98% True False 101
40 0.6660 0.5520 0.1140 17.5% 0.0133 2.0% 86% False False 144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6841
2.618 0.6716
1.618 0.6639
1.000 0.6591
0.618 0.6562
HIGH 0.6514
0.618 0.6485
0.500 0.6476
0.382 0.6466
LOW 0.6437
0.618 0.6389
1.000 0.6360
1.618 0.6312
2.618 0.6235
4.250 0.6110
Fisher Pivots for day following 28-Apr-2020
Pivot 1 day 3 day
R1 0.6493 0.6476
PP 0.6484 0.6451
S1 0.6476 0.6427

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These figures are updated between 7pm and 10pm EST after a trading day.

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